Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 19,243 : : Positions : : 13,301 10,621 1,732 376 401 804 1,650 180 462 3,551 1,271 : : : : Changes from: December 24, 2019 : : -1,389 -555 80 -350 -158 65 -23 -113 -193 -247 -322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 55.2 9.0 2.0 2.1 4.2 8.6 0.9 2.4 18.5 6.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 12 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 26,810 : : Positions : : 15,243 13,460 189 2,752 4,094 737 843 411 2,779 2,109 2,789 : : : : Changes from: December 24, 2019 : : -1,557 -1,688 -7 -169 -355 35 25 -146 -102 196 -735 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 50.2 0.7 10.3 15.3 2.7 3.1 1.5 10.4 7.9 10.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 22 . . . . . 4 6 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 42,236 : : Positions : : 25,210 38,871 6,574 0 1,882 300 473 255 7,260 255 500 : : : : Changes from: December 24, 2019 : : 484 19 -75 0 34 0 125 5 -265 105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 92.0 15.6 0.0 4.5 0.7 1.1 0.6 17.2 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 23 . 0 . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 32,641 : : Positions : : 23,262 29,441 875 557 2,143 759 0 25 5,150 175 300 : : : : Changes from: December 24, 2019 : : 375 315 125 40 -40 -50 0 0 -275 -53 103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 90.2 2.7 1.7 6.6 2.3 0.0 0.1 15.8 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 136,381 : : Positions : : 112,804 91,404 1,937 19,019 6,662 1,926 1,460 1,381 2,022 6,554 9,443 : : : : Changes from: December 24, 2019 : : 959 286 -65 -199 64 -10 5 10 -410 264 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 67.0 1.4 13.9 4.9 1.4 1.1 1.0 1.5 4.8 6.9 : : : : Number of Traders in Each Category Total Traders: 59 : : 29 32 . . 4 . 6 . 8 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 73,408 : : Positions : : 58,556 58,712 6,087 6,961 4,248 225 340 2,304 1,475 250 512 : : : : Changes from: December 24, 2019 : : 167 480 0 -346 146 75 258 3 350 200 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 80.0 8.3 9.5 5.8 0.3 0.5 3.1 2.0 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 22 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 33,962 : : Positions : : 30,990 24,272 1,491 8,610 730 0 0 0 476 75 275 : : : : Changes from: December 24, 2019 : : 0 0 -1 0 0 0 0 0 1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 71.5 4.4 25.4 2.1 0.0 0.0 0.0 1.4 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 61,250 : : Positions : : 30,865 29,609 716 18,610 6,797 724 75 338 15,549 41 5,775 : : : : Changes from: December 24, 2019 : : -16 24 -55 -40 0 0 0 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 48.3 1.2 30.4 11.1 1.2 0.1 0.6 25.4 0.1 9.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 21 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 83,048 : : Positions : : 45,057 33,446 0 35,612 6,761 1,607 825 661 23,919 833 4,757 : : : : Changes from: December 24, 2019 : : 199 90 0 -5 91 -35 60 0 29 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 40.3 0.0 42.9 8.1 1.9 1.0 0.8 28.8 1.0 5.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 24 0 4 4 . 6 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 78,653 : : Positions : : 60,032 56,421 11,014 17,131 2,338 1,200 0 0 1,858 1,372 1,294 : : : : Changes from: December 24, 2019 : : 45 30 0 0 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 71.7 14.0 21.8 3.0 1.5 0.0 0.0 2.4 1.7 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 22 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 100,017 : : Positions : : 72,170 62,767 20,393 32,837 1,212 1,150 0 0 2,184 1,293 1,836 : : : : Changes from: December 24, 2019 : : 1 25 0 0 0 0 0 0 -268 0 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 62.8 20.4 32.8 1.2 1.1 0.0 0.0 2.2 1.3 1.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 24 5 . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 39,369 : : Positions : : 28,493 36,144 7,804 0 2,480 0 0 0 450 420 0 : : : : Changes from: December 24, 2019 : : -75 -75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 91.8 19.8 0.0 6.3 0.0 0.0 0.0 1.1 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 25,002 : : Positions : : 22,871 18,689 0 3,903 1,440 0 600 0 355 205 65 : : : : Changes from: December 24, 2019 : : -120 -170 0 50 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 74.8 0.0 15.6 5.8 0.0 2.4 0.0 1.4 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 85,245 : : Positions : : 53,241 62,323 320 10,494 9,326 9,369 116 342 10,317 556 1,982 : : : : Changes from: December 24, 2019 : : 386 11 0 -15 7 -486 41 6 86 2 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 73.1 0.4 12.3 10.9 11.0 0.1 0.4 12.1 0.7 2.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 28 28 . . . 8 . . 12 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 37,104 : : Positions : : 24,797 27,719 0 5,807 2,281 700 0 0 8,421 355 600 : : : : Changes from: December 24, 2019 : : 640 680 0 84 0 -600 0 0 700 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 74.7 0.0 15.7 6.1 1.9 0.0 0.0 22.7 1.0 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 19 0 . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 44,885 : : Positions : : 34,862 41,530 6,575 0 2,670 0 0 0 600 395 25 : : : : Changes from: December 24, 2019 : : -140 -195 -60 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 92.5 14.6 0.0 5.9 0.0 0.0 0.0 1.3 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 21 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 40,655 : : Positions : : 33,653 27,352 0 5,758 5,407 60 1,695 0 475 338 5 : : : : Changes from: December 24, 2019 : : 75 70 0 65 -45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 67.3 0.0 14.2 13.3 0.1 4.2 0.0 1.2 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 0 . . . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 65,022 : : Positions : : 50,935 59,832 7,735 45 3,025 0 75 0 2,704 1,700 0 : : : : Changes from: December 24, 2019 : : -50 -50 27 0 0 0 0 0 -32 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 92.0 11.9 0.1 4.7 0.0 0.1 0.0 4.2 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 12 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 69,078 : : Positions : : 56,289 59,607 5,808 2,266 2,590 0 75 0 3,996 4,300 60 : : : : Changes from: December 24, 2019 : : -92 -277 15 225 -179 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 86.3 8.4 3.3 3.7 0.0 0.1 0.0 5.8 6.2 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 13 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 81,776 : : Positions : : 65,579 76,162 10,507 85 3,826 148 0 20 1,383 1,638 35 : : : : Changes from: December 24, 2019 : : 204 -75 -185 0 15 -70 0 20 0 36 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 93.1 12.8 0.1 4.7 0.2 0.0 0.0 1.7 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 25 6 . 4 . 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 101,322 : : Positions : : 79,059 85,889 13,650 1,355 5,401 100 1,817 230 2,384 6,429 176 : : : : Changes from: December 24, 2019 : : -258 -803 109 70 -182 0 244 0 -122 243 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 84.8 13.5 1.3 5.3 0.1 1.8 0.2 2.4 6.3 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 23 27 5 . 4 . 8 . . 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 55,427 : : Positions : : 37,752 49,972 17,039 1,174 316 0 965 125 75 2,775 100 : : : : Changes from: December 24, 2019 : : 175 50 -50 0 0 0 50 -25 0 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 90.2 30.7 2.1 0.6 0.0 1.7 0.2 0.1 5.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 49,856 : : Positions : : 38,408 48,435 10,588 0 60 0 0 0 650 1,211 150 : : : : Changes from: December 24, 2019 : : 225 75 1 0 0 0 0 0 0 151 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 97.1 21.2 0.0 0.1 0.0 0.0 0.0 1.3 2.4 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 65,302 : : Positions : : 47,102 59,537 13,448 0 2,239 275 0 0 1,401 2,591 783 : : : : Changes from: December 24, 2019 : : -69 221 293 0 0 0 0 0 0 -22 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 91.2 20.6 0.0 3.4 0.4 0.0 0.0 2.1 4.0 1.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 21 4 0 . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 70,443 : : Positions : : 52,184 61,932 10,912 78 597 639 517 60 1,276 2,490 4,682 : : : : Changes from: December 24, 2019 : : 144 340 306 0 0 -110 -10 10 -1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 87.9 15.5 0.1 0.8 0.9 0.7 0.1 1.8 3.5 6.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 22 . . . 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 28,089 : : Positions : : 15,938 27,242 10,649 0 223 0 540 40 1,000 0 10 : : : : Changes from: December 24, 2019 : : 45 -5 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 97.0 37.9 0.0 0.8 0.0 1.9 0.1 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 4 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 27,334 : : Positions : : 15,609 26,866 10,395 0 301 0 60 0 810 0 0 : : : : Changes from: December 24, 2019 : : 0 0 -10 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 98.3 38.0 0.0 1.1 0.0 0.2 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 35,966 : : Positions : : 29,192 27,174 3,950 3,015 1,195 0 1,095 340 36 1,877 869 : : : : Changes from: December 24, 2019 : : 220 159 60 50 -10 0 0 0 36 85 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 75.6 11.0 8.4 3.3 0.0 3.0 0.9 0.1 5.2 2.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 17 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 22,961 : : Positions : : 18,671 19,359 2,792 0 120 0 1,485 10 293 1,570 407 : : : : Changes from: December 24, 2019 : : 115 276 27 0 0 0 -200 10 0 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 84.3 12.2 0.0 0.5 0.0 6.5 0.0 1.3 6.8 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 56,887 : : Positions : : 44,650 37,007 7,734 14,366 496 135 2,847 689 2,314 683 799 : : : : Changes from: December 24, 2019 : : 841 579 24 5 35 10 320 46 75 -5 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 65.1 13.6 25.3 0.9 0.2 5.0 1.2 4.1 1.2 1.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 23 6 . 4 . . 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 40,085 : : Positions : : 34,658 20,462 3,021 16,900 731 75 253 527 492 729 483 : : : : Changes from: December 24, 2019 : : 2 148 46 63 93 10 -60 17 10 -35 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 51.0 7.5 42.2 1.8 0.2 0.6 1.3 1.2 1.8 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 21 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 21,190 : : Positions : : 9,750 18,756 7,192 0 1,992 394 0 102 1,625 300 0 : : : : Changes from: December 24, 2019 : : 75 50 1 0 -45 -1 0 2 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 88.5 33.9 0.0 9.4 1.9 0.0 0.5 7.7 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 11,629 : : Positions : : 9,924 8,705 181 395 969 0 260 0 100 1,035 265 : : : : Changes from: December 24, 2019 : : -10 0 0 0 0 0 -10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 74.9 1.6 3.4 8.3 0.0 2.2 0.0 0.9 8.9 2.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 11,791 : : Positions : : 10,228 8,705 337 395 816 0 250 0 100 1,435 190 : : : : Changes from: December 24, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 73.8 2.9 3.4 6.9 0.0 2.1 0.0 0.8 12.2 1.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 16,000 : : Positions : : 9,600 13,685 4,135 1,149 35 0 180 0 1,180 75 825 : : : : Changes from: December 24, 2019 : : -5 0 100 45 -35 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 85.5 25.8 7.2 0.2 0.0 1.1 0.0 7.4 0.5 5.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 15,694 : : Positions : : 9,144 13,555 4,388 1,144 35 0 180 0 1,265 75 655 : : : : Changes from: December 24, 2019 : : 45 0 100 45 -35 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 86.4 28.0 7.3 0.2 0.0 1.1 0.0 8.1 0.5 4.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 39,957 : : Positions : : 28,182 34,382 7,018 200 1,210 0 130 0 515 1,000 2,975 : : : : Changes from: December 24, 2019 : : 20 -100 -270 0 150 0 0 0 150 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 86.0 17.6 0.5 3.0 0.0 0.3 0.0 1.3 2.5 7.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 12 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 39,817 : : Positions : : 28,527 34,713 6,536 200 1,064 0 130 0 630 710 3,000 : : : : Changes from: December 24, 2019 : : 20 -100 -270 0 150 0 0 0 150 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 87.2 16.4 0.5 2.7 0.0 0.3 0.0 1.6 1.8 7.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 13 4 . . 0 . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 109,003 : : Positions : : 82,222 78,670 21,021 17,364 2,801 975 767 20 550 8,000 1,346 : : : : Changes from: December 24, 2019 : : 695 525 30 115 -17 -10 0 0 0 75 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 72.2 19.3 15.9 2.6 0.9 0.7 0.0 0.5 7.3 1.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 28 4 4 4 . . . . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 119,037 : : Positions : : 86,257 91,303 23,973 12,676 4,627 1,204 985 115 610 7,042 2,234 : : : : Changes from: December 24, 2019 : : 342 -69 0 -100 160 0 315 25 -37 129 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 76.7 20.1 10.6 3.9 1.0 0.8 0.1 0.5 5.9 1.9 : : : : Number of Traders in Each Category Total Traders: 66 : : 36 30 4 4 5 . . . 4 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 423,271 : : Positions : : 228,193 271,683 52,084 3,114 75,793 12,174 8,725 7,304 11,637 20,831 35,703 : : : : Changes from: December 24, 2019 : : 276 -3,123 -2,382 81 1,533 555 879 -113 -598 -187 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 64.2 12.3 0.7 17.9 2.9 2.1 1.7 2.7 4.9 8.4 : : : : Number of Traders in Each Category Total Traders: 87 : : 34 35 5 . 6 8 8 6 14 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 15,981 : : Positions : : 8,578 14,702 2,830 818 436 825 0 0 3,305 25 0 : : : : Changes from: December 24, 2019 : : 0 300 0 0 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 92.0 17.7 5.1 2.7 5.2 0.0 0.0 20.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 9 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 15,419 : : Positions : : 8,035 14,338 2,825 104 782 150 90 80 3,365 25 0 : : : : Changes from: December 24, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 93.0 18.3 0.7 5.1 1.0 0.6 0.5 21.8 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643ID Open Interest is 4,589 : : Positions : : 2,383 3,874 335 0 265 200 0 0 1,405 450 0 : : : : Changes from: December 24, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 84.4 7.3 0.0 5.8 4.4 0.0 0.0 30.6 9.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 71,879 : : Positions : : 47,202 49,204 14,876 10,706 0 0 1,478 335 0 700 0 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 68.5 20.7 14.9 0.0 0.0 2.1 0.5 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 20 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 59,365 : : Positions : : 39,039 38,544 11,796 10,466 0 0 1,570 350 0 250 0 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 64.9 19.9 17.6 0.0 0.0 2.6 0.6 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 17 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 27,235 : : Positions : : 7,849 18,955 13,321 2,445 1,104 150 1,880 0 2,110 0 25 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 69.6 48.9 9.0 4.1 0.6 6.9 0.0 7.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 13 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 23,465 : : Positions : : 6,555 17,280 11,045 730 1,630 150 1,600 80 2,005 0 0 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 73.6 47.1 3.1 6.9 0.6 6.8 0.3 8.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 14 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 48,923 : : Positions : : 22,939 18,808 6,545 20,306 498 10,595 460 5,050 0 685 350 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 38.4 13.4 41.5 1.0 21.7 0.9 10.3 0.0 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 26,361 : : Positions : : 9,649 10,204 6,875 9,410 0 3,200 20 3,570 0 510 300 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 38.7 26.1 35.7 0.0 12.1 0.1 13.5 0.0 1.9 1.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 18 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 26,610 : : Positions : : 18,350 9,675 4,045 885 420 310 12,470 1,895 0 0 0 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 36.4 15.2 3.3 1.6 1.2 46.9 7.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 95,638 : : Positions : : 46,945 34,213 10,498 34,685 3,140 11,980 2,315 150 2,490 245 1,380 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 35.8 11.0 36.3 3.3 12.5 2.4 0.2 2.6 0.3 1.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 92,742 : : Positions : : 44,974 32,444 11,485 33,705 3,140 13,380 2,180 250 0 990 1,390 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 35.0 12.4 36.3 3.4 14.4 2.4 0.3 0.0 1.1 1.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 21 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 25,720 : : Positions : : 12,742 7,047 2,710 2,135 1,904 2,280 8,160 450 1,080 2,770 445 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 27.4 10.5 8.3 7.4 8.9 31.7 1.7 4.2 10.8 1.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 26,880 : : Positions : : 11,772 7,172 2,590 2,535 1,446 2,280 11,010 450 2,260 175 1,325 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 26.7 9.6 9.4 5.4 8.5 41.0 1.7 8.4 0.7 4.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 27,268 : : Positions : : 12,908 8,750 1,522 8,375 184 9,015 155 350 0 6,470 25 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 32.1 5.6 30.7 0.7 33.1 0.6 1.3 0.0 23.7 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 7 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 26,532 : : Positions : : 12,458 8,495 1,877 8,025 36 9,015 125 350 0 6,945 15 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 32.0 7.1 30.2 0.1 34.0 0.5 1.3 0.0 26.2 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 6 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 59,414 : : Positions : : 18,359 45,871 7,412 9,445 260 19,910 0 0 9,760 0 0 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 77.2 12.5 15.9 0.4 33.5 0.0 0.0 16.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 58,829 : : Positions : : 18,484 44,062 6,715 10,260 295 20,010 0 0 9,495 0 0 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 74.9 11.4 17.4 0.5 34.0 0.0 0.0 16.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 61,035 : : Positions : : 22,540 50,290 950 4,190 1,950 7,680 0 1,105 23,205 75 110 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 82.4 1.6 6.9 3.2 12.6 0.0 1.8 38.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 10 . . . 5 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 60,150 : : Positions : : 22,685 48,875 145 4,190 2,670 7,380 0 1,305 22,700 25 110 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 81.3 0.2 7.0 4.4 12.3 0.0 2.2 37.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 10 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 20,565 : : Positions : : 12,535 8,370 2,420 0 2,820 125 5,665 0 0 1,225 685 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 40.7 11.8 0.0 13.7 0.6 27.5 0.0 0.0 6.0 3.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . 0 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 19,300 : : Positions : : 10,365 8,285 2,145 0 2,570 125 5,665 0 145 305 880 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 42.9 11.1 0.0 13.3 0.6 29.4 0.0 0.8 1.6 4.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 71,850 : : Positions : : 38,400 38,330 200 2,015 3,265 1,990 20,810 790 21,650 1,175 740 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 53.3 0.3 2.8 4.5 2.8 29.0 1.1 30.1 1.6 1.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 68,200 : : Positions : : 36,940 36,075 340 300 3,775 2,030 20,735 785 18,960 1,250 615 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 52.9 0.5 0.4 5.5 3.0 30.4 1.2 27.8 1.8 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 55,764 : : Positions : : 35,942 19,295 1,450 15,727 1,365 12,135 280 2,570 75 14,655 0 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 34.6 2.6 28.2 2.4 21.8 0.5 4.6 0.1 26.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 12 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 46,514 : : Positions : : 32,135 16,950 545 11,875 2,260 7,760 275 2,645 75 11,545 260 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 36.4 1.2 25.5 4.9 16.7 0.6 5.7 0.2 24.8 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 164,505 : : Positions : : 94,162 91,516 21,395 305 6,935 5,839 11,155 4,705 1,380 19,800 1,070 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 55.6 13.0 0.2 4.2 3.5 6.8 2.9 0.8 12.0 0.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 29 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 145,309 : : Positions : : 83,519 80,991 18,608 0 5,705 8,094 6,755 4,780 1,500 23,975 955 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 55.7 12.8 0.0 3.9 5.6 4.6 3.3 1.0 16.5 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 28 . 0 . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 58,385 : : Positions : : 27,920 28,885 18,460 7,590 3,350 0 1,015 3,025 0 9,040 0 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 49.5 31.6 13.0 5.7 0.0 1.7 5.2 0.0 15.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 49,060 : : Positions : : 21,345 23,685 15,330 4,180 3,440 0 530 3,535 0 8,330 0 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 48.3 31.2 8.5 7.0 0.0 1.1 7.2 0.0 17.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 39,070 : : Positions : : 16,170 17,545 0 14,705 1,965 13,725 40 405 2,320 0 680 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 44.9 0.0 37.6 5.0 35.1 0.1 1.0 5.9 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 46,695 : : Positions : : 13,820 27,935 0 13,350 1,915 25,310 0 1,040 2,320 0 680 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 59.8 0.0 28.6 4.1 54.2 0.0 2.2 5.0 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 122,565 : : Positions : : 79,003 71,498 1,920 8,355 11,050 3,170 11,940 1,735 7,760 0 0 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 58.3 1.6 6.8 9.0 2.6 9.7 1.4 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 25 . . . . . 4 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 100,324 : : Positions : : 62,945 47,239 1,760 17,341 8,424 0 7,395 5,960 7,185 0 0 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 47.1 1.8 17.3 8.4 0.0 7.4 5.9 7.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 25 . . . 0 4 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 30,960 : : Positions : : 21,235 15,635 0 10,960 1,145 4,060 300 190 1,545 0 415 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 50.5 0.0 35.4 3.7 13.1 1.0 0.6 5.0 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 30,085 : : Positions : : 21,645 14,615 0 10,920 1,480 3,160 460 270 1,185 0 325 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 48.6 0.0 36.3 4.9 10.5 1.5 0.9 3.9 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated January 06, 2020